-52.0%
ROKU vs BG
+81.8%
-133.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.9% |
| 7D | -0.4% | +3.1% | -3.5% | -1.0% |
| 30D | +2.1% | +10.2% | -8.2% | 0.0% |
| 3M | +29.5% | -1.7% | +31.2% | +29.7% |
| 6M | +53.8% | +1.0% | +52.8% | +52.5% |
| YTD | +42.8% | +39.9% | +2.9% | +31.3% |
| 1Y | +60.7% | +53.2% | +7.5% | +44.1% |
| 3Y | +83.9% | +16.3% | +67.6% | +70.4% |
| All | -52.0% | +81.8% | -133.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling